-41.3%
CORZ vs EMR
+25.6%
-67.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -12.8% |
| 7D | -14.9% | +1.6% | -16.6% | -16.5% |
| 30D | -23.1% | +5.0% | -28.1% | -26.6% |
| 3M | -44.1% | +7.7% | -51.7% | -48.0% |
| 6M | -39.5% | +26.8% | -66.3% | -51.5% |
| YTD | -12.4% | +29.9% | -42.2% | -32.8% |
| 1Y | -41.3% | +25.7% | -67.0% | -54.2% |
| All | -41.3% | +25.6% | -67.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling